Adpt RVI

//+------------------------------------------------------------------+
//| Adaptive RVI.mq5 |

//| Based on RVI by MetaQuotes Software Corp. |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property copyright "2011, Adaptive version Investeo.pl"
#property link "http://www.mql5.com"
#property description "Adaptive Relative Vigor Index"
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 2
#property indicator_type1 DRAW_LINE
#property indicator_type2 DRAW_LINE
#property indicator_color1 Green
#property indicator_color2 Red
#property indicator_label1 "AdaptiveRVI"
#property indicator_label2 "Signal"
#define Price(i) ((high[i]+low[i])/2.0)
//--- input parameters

input int InpRVIPeriod=10; // Initial RVI Period
//--- indicator buffers
double ExtRVIBuffer[];
double ExtSignalBuffer[];
//---
int hCyclePeriod;
input double InpAlpha=0.07; // alpha for Cycle Period
int AdaptiveRVIPeriod;
#define TRIANGLE_PERIOD 3
#define AVERAGE_PERIOD (TRIANGLE_PERIOD*2)
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtRVIBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
IndicatorSetInteger(INDICATOR_DIGITS,3);
hCyclePeriod=iCustom(NULL,0,"CyclePeriod",InpAlpha);
if(hCyclePeriod==INVALID_HANDLE)
{
Print("CyclePeriod indicator not available!");
return(-1);
}
//--- sets first bar from what index will be drawn

PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+TRIANGLE_PERIOD);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+AVERAGE_PERIOD);
//--- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"AdaptiveRVI");
PlotIndexSetString(0,PLOT_LABEL,"AdaptiveRVI");
PlotIndexSetString(1,PLOT_LABEL,"Signal");
//--- initialization done
return 0;
}
//+------------------------------------------------------------------+
//| Relative Vigor Index |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,const int prev_calculated,
const datetime &Time[],
const double &Open[],
const double &High[],
const double &Low[],
const double &Close[],
const long &TickVolume[],
const long &Volume[],
const int &Spread[])
{
int i,j,nLimit;
double dValueUp,dValueDown,dNum,dDeNum;
double CyclePeriod[4];
int copied;
copied=CopyBuffer(hCyclePeriod,0,0,4,CyclePeriod);
if(copied<=0)
{
Print("FAILURE: Could not get values from CyclePeriod indicator.");
return -1;
}
AdaptiveRVIPeriod =
int(floor((4*CyclePeriod[0]+3*CyclePeriod[1]+2*CyclePeriod[2]+CyclePeriod[3])/20.0)
);
//--- check for bars count
if(rates_total<=AdaptiveRVIPeriod+AVERAGE_PERIOD+2) return(0); // exit with zero
result
//--- check for possible errors
if(prev_calculated<0) return(0); // exit with zero result
//--- last counted bar will be recounted
nLimit=AdaptiveRVIPeriod+2;
if(prev_calculated>AdaptiveRVIPeriod+TRIANGLE_PERIOD+2)
nLimit=prev_calculated-1;
//--- set empty value for uncalculated bars
if(prev_calculated==0)
{
for(i=0;i<AdaptiveRVIPeriod+TRIANGLE_PERIOD;i++) ExtRVIBuffer[i]=0.0;
for(i=0;i<AdaptiveRVIPeriod+AVERAGE_PERIOD;i++) ExtSignalBuffer[i]=0.0;
}
//--- RVI counted in the 1-st buffer
for(i=nLimit;i<rates_total && !IsStopped();i++)
{
copied=CopyBuffer(hCyclePeriod,0,rates_total-i-1,4,CyclePeriod);
if(copied<=0)
{
Print("FAILURE: Could not get values from CyclePeriod indicator.");
return -1;
}
AdaptiveRVIPeriod =
int(floor((4*CyclePeriod[0]+3*CyclePeriod[1]+2*CyclePeriod[2]+CyclePeriod[3])/20.0)
);
dNum=0.0;
dDeNum=0.0;
for(j=i;j>MathMax(i-AdaptiveRVIPeriod, 3);j--)
{
//Print("rates_total="+IntegerToString(rates_total)+"
nLimit="+IntegerToString(nLimit)+
// " AdaptiveRVIPeriod="+IntegerToString(AdaptiveRVIPeriod)+"
j="+IntegerToString(j));
dValueUp=Close[j]-Open[j]+2*(Close[j-1]-Open[j-1])+2*(Close[j-2]-Open[j-
2])+Close[j-3]-Open[j-3];
dValueDown=High[j]-Low[j]+2*(High[j-1]-Low[j-1])+2*(High[j-2]-Low[j-2])
+High[j-3]-Low[j-3];
dNum+=dValueUp;
dDeNum+=dValueDown;
}
if(dDeNum!=0.0)
ExtRVIBuffer[i]=dNum/dDeNum;
else
ExtRVIBuffer[i]=dNum;
}
//--- signal line counted in the 2-nd buffer
nLimit=AdaptiveRVIPeriod+TRIANGLE_PERIOD+2;
if(prev_calculated>AdaptiveRVIPeriod+AVERAGE_PERIOD+2)
nLimit=prev_calculated-1;
for(i=nLimit;i<rates_total && !IsStopped();i++)
ExtSignalBuffer[i]=(ExtRVIBuffer[i]+2*ExtRVIBuffer[i-1]+2*ExtRVIBuffer[i-
2]+ExtRVIBuffer[i-3])/AVERAGE_PERIOD;
//--- OnCalculate done. Return new prev_calculated.

return(rates_total);
}
//+------------------------------------------------------------------+

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//+------------------------------------------------------------------+

//| Adaptive RVI.mq5 |

#define Price(i) ((high[i]+low[i])/2.0)

//--- input parameters

//--- sets first bar from what index will be drawn

//--- OnCalculate done. Return new prev_calculated.

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